Over 2020 to 2025 (6 years of data), PIAITEUR has tended to move short between 08.07 and 16.07, closing higher in 100.0% of those years for an average +2.85% move and an annualized Sharpe of 8.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 16.07 | Short | 100.0% | +2.85% | 8.80 | 5 |
| 09.07 → 16.07 | Short | 100.0% | +2.40% | 8.05 | 5 |
| 08.07 → 15.07 | Short | 100.0% | +2.35% | 6.93 | 5 |
| 10.07 → 16.07 | Short | 100.0% | +2.04% | 18.09 | 5 |
| 09.07 → 13.07 | Short | 100.0% | +1.99% | 10.45 | 5 |
| 09.07 → 14.07 | Short | 100.0% | +1.76% | 8.53 | 5 |
| 09.07 → 12.07 | Short | 100.0% | +1.68% | 10.48 | 5 |
| 10.07 → 13.07 | Short | 100.0% | +1.62% | 14.12 | 5 |